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person:"McAleer, Michael"
~isPartOf:"The North American Journal of Economics and Finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ben Omrane, Walid"
~subject:"Estimation"
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Search: subject_exact:"Volatility"
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Estimation
Volatility
10
Volatilität
7
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6
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6
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4
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4
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3
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3
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McAleer, Michael
Ben Omrane, Walid
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
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2
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2
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2
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2
Lien, Da-hsiang Donald
2
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2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
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An, Jiyoun
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1
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1
Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
1
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1
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The North American Journal of Economics and Finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
21
Working paper
13
Discussion paper / Tinbergen Institute
10
Econometric reviews
4
Journal of econometrics
3
International review of economics & finance : IREF
2
Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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